I tried running mine with a 5yr old DC MRC power pack, the one i bought wouldnt run more than a foot or two without shutting down or turning off,did you do something to your P2K units after taking them out of the box or did they run fine with no adjustments mechanically or technically?
If you have a pulse throttle, and especially an older pulse throttle, the sound decoders can act funny, doing exactly what you described. You need to turn the pulse off (if you have the option) or use a straight DC throttle.
That said, you'll need to turn your throttle up to the point that the sound activates (this can be as much as 1/4 to 1/2 throttle, depending on the decoder) and then increase the speed. When you want to stop, if you drop the throttle back down to zero, the unit will die again... you have to keep voltage supplied to the decoder if you want to keep it running.